Measuring Tail Risks at High Frequency
dc.contributor.author | Weller, BM | |
dc.date.accessioned | 2016-07-16T00:32:57Z | |
dc.date.issued | 2016-11-01 | |
dc.identifier.uri | ||
dc.publisher | Oxford University Press (OUP) | |
dc.relation.isreplacedby | 10161/15675 | |
dc.relation.isreplacedby | ||
dc.subject | Tail Risks | |
dc.subject | High-Frequency Market Making | |
dc.subject | Bid-Ask Spreads | |
dc.title | Measuring Tail Risks at High Frequency | |
dc.type | Journal article | |
duke.contributor.orcid | Weller, BM|0000-0001-6398-6573 | |
pubs.organisational-group | Duke | |
pubs.organisational-group | Economics | |
pubs.organisational-group | Trinity College of Arts & Sciences |